Results 191 to 197 of about 412 (197)
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Examples of Subsolutions and Their Application
2019In this chapter we present examples to illustrate the importance sampling and splitting techniques developed in Chaps. 14, 15, and 16. There are many different types of problems one might consider, and the interested reader can find additional examples in the references [76, 77, 101, 103, 105, 110, 112, 113, 116, 117]. As mentioned in Chaps. 14 and 16,
Amarjit Budhiraja, Paul Dupuis
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On subsolutions of a non‐linear diffusion problem
Mathematical Methods in the Applied Sciences, 1989AbstractIn the paper a subsolution of a non‐linear diffusion problem in the radial case is constructed. Some integral equation methods are used.
W. Okrasiński, E. Meister
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Elementary construction of exhausting subsolutions of elliptic operators
2004A noncompact Riemannian manifold admits a \(C^\infty\) strictly subharmonic exhausting function as it follows by a theorem due to \textit{R. E. Greene} and {H. Wu} [Ann. Inst. Fourier 25, No. 1, 215--235 (1975; Zbl 0307.31003)]. An elementary proof of this fact is given by \textit{J.-P. Demailly} [Math. Z. 204, No.
Napier, Terrence, Ramachandran, Mohan
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On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling
ACM Transactions on Modeling and Computer Simulation, 2012In this article we explain some connections between Lyapunov methods and subsolutions of an associated Isaacs equation for the design of efficient importance sampling schemes. As we shall see, subsolutions can be derived by taking an appropriate limit of an associated Lyapunov inequality.
Jose Blanchet, Peter Glynn, Kevin Leder
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On weak subsolutions for parabolic second-order operators
Communications in Partial Differential Equations, 1978openaire +1 more source